Just Run This FTLT (All Markets)
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily-moving U.S. stock strategy that spreads across big stocks, tech, small caps, and the Dow, but can switch into a fear trade, a defensive fund, or aggressive 3x rebound funds based on market conditions.
This strategy splits money across 4 U.S. stock groups: large companies, tech/growth, small companies, and Dow blue chips.
Each day it asks 3 things: Is the market overheated? If yes, move that slice to VIXY, which usually rises when fear spikes. If not, is that market in a healthy long-term uptrend? If yes, own it normally. If not, was it sold off very hard recently? If yes, buy a more aggressive 3x version for a rebound. Otherwise hide in BTAL, a defensive stock fund.
Out-of-sample, this adaptive strategy offers higher risk-adjusted returns than the S&P 500: ~39.6% annualized vs 17.6%, Sharpe ~1.11, beta ~0.90. Calmar 1.76 signals strong returns per drawdown, though drawdowns can reach ~22%.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.43 | 0.62 | 0.13 | 0.36 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 757.08% | 15.32% | -0.05% | 3.57% | 0.94 | |
| 145,624.24% | 62.12% | 0.64% | 2.8% | 1.81 |
Initial Investment
$10,000.00
Final Value
$14,572,423.54Regulatory Fees
$24,620.51
Total Slippage
$220,868.15
Invest in this strategy
OOS Start Date
Jul 31, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend following, mean reversion, volatility hedge, us equities, leveraged etfs
Tickers in this symphonyThis symphony trades 17 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
IWM
iShares Russell 2000 ETF
Stocks
IYY
iShares Dow Jones U.S. ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UDOW
ProShares UltraPro Dow 30
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks